+182.1%
FSLY vs CRL
+78.8%
+103.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.9% | -2.1% |
| 7D | -10.6% | -1.0% | -9.6% | -10.4% |
| 30D | -20.9% | +10.7% | -31.6% | -22.9% |
| 3M | +3.4% | +55.3% | -51.9% | -7.9% |
| 6M | +2.7% | +60.7% | -57.9% | -11.6% |
| YTD | +102.3% | +44.6% | +57.6% | +87.3% |
| 1Y | +182.1% | +77.7% | +104.3% | +133.3% |
| All | +182.1% | +78.8% | +103.2% | +133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling